The Millers missed the chance to go fourth in League One following a dour goalless battle at the Weston Homes Community Stadium on Tuesday night.
Colchester’s David Wright volleyed a difficult chance onto the roof of the net early on following Sanchez Watt’s deep cross to the far post.
Ten minutes before the break, Rotherham keeper Adam Collin was adjudged to have been fouled by Clinton Morrison before Watt tucked the ball into the vacant net.
Replacement referee Fred Graham waved away Rotherham’s penalty appeals in the fourth minute of first-half stoppage-time when Colchester defender Magnus Okuonghae appeared to shove Kieran Agard inside the area.
Agard volleyed over from Lee Frecklington’s cross in the minutes that immediately followed half-time and U’s keeper Sam Walker saved Alex Revell’s low shot.
But Colchester came even closer midway through the second half when Watt’s close-range effort crashed against the crossbar as the spoils were shared.
The Millers remain fifth in the table, while Colchester are 18th, one point above the drop zone.